Update changed folder name

This commit is contained in:
Lev
2021-06-11 15:53:54 -05:00
parent 3d16f30b27
commit 011c18bcef
11 changed files with 4090 additions and 0 deletions

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#pragma once
#include "OrderBookEntry.h"
#include "CSVReader.h"
#include <string>
#include <vector>
class OrderBook
{
public:
/* Construct, reading a csv data file */
OrderBook(std::string filename);
/* return vector of all known products in the dataset */
std::vector<std::string> getKnownProducts();
/* return vector of Orders according to the sent filters */
std::vector<OrderBookEntry> getOrders(OrderBookType type, std::string product, std::string timestamp);
/** returns earliest time in the order book */
std::string getEarliestTime();
/** returns the next time after the sent time in the orderbook
* If no next timestamp is found, wraps to the start */
std::string getNextTime(std::string timestamp);
static double getHighPrice(std::vector<OrderBookEntry>& orderList);
static double getLowPrice(std::vector<OrderBookEntry>& orderList);
private:
std::vector<OrderBookEntry> orders;
};